Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'472 | 350'473 | 52'526 CHF | 56'031 CHF | 100.00% | 100.00% |
14.05.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'487 | 377'485 | 52'042 CHF | 55'817 CHF | 99.72% | 99.72% |
13.05.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'975 | 301'974 | 52'775 CHF | 55'794 CHF | 100.00% | 100.00% |
10.05.2024 | 5.34% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 293'654 | 293'669 | 53'533 CHF | 56'473 CHF | 100.00% | 100.00% |
08.05.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 364'718 | 364'734 | 52'475 CHF | 56'125 CHF | 100.00% | 100.00% |
07.05.2024 | 8.07% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 433'974 | 433'970 | 51'632 CHF | 55'972 CHF | 99.77% | 99.77% |
06.05.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'286 | 480'471 | 51'723 CHF | 56'046 CHF | 99.76% | 99.76% |
03.05.2024 | 9.87% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 525'688 | 434'043 | 50'581 CHF | 46'727 CHF | 100.00% | 100.00% |
02.05.2024 | 9.86% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 520'104 | 429'906 | 50'095 CHF | 46'202 CHF | 100.00% | 100.00% |
30.04.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 485'684 | 485'684 | 51'188 CHF | 56'045 CHF | 100.00% | 100.00% |